well, depending on what your hair looks like you might need a wig. there are great tutorials on here http://www.katiebair.com/wigs.html otherwise, you can to the farrah fawcet look to the bottom of your own hair (your mother or father will know what i'm talking about when i say farrah fawcet)
As for the dress I would recomend (mabye you could do it I don't particularly know your sewing skills, or mabye a parent) finding a dress pattern with a similar look to it and modifying it. All selphie's dress is, is a tube around her body with some overall straps and a zipper down the front of it.
as for the nunchaku, there is a tutorial to making them (as well as plenty of cosplayers versions of selphie) on here http://www.finalfantasycosplay.it/
oh and don't forget the blue ribbon on her wrist. you can get cheap blue ribbon at the dollar store (if your in canada, i don't know if they have dollar stores in the states)
hope this helps.